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In an interview for the risk management officer job at GoldmanSach, you have been asked about coherent risk measures. Which of the following properties of

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In an interview for the risk management officer job at GoldmanSach, you have been asked about coherent risk measures. Which of the following properties of coherent risk measures explicitly takes into account the diversification benefits of holding assets in a portfolio with a less-than- perfect correlation of returns? Positive homogeneity. Subadditivity. Translation invariance. Monotonicity

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